mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 16:25:16 +00:00
62 lines
1.6 KiB
Go
62 lines
1.6 KiB
Go
package indicator
|
|
|
|
import (
|
|
"encoding/json"
|
|
"testing"
|
|
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
"github.com/stretchr/testify/assert"
|
|
)
|
|
|
|
/*
|
|
python:
|
|
|
|
import pandas as pd
|
|
from scipy.stats.mstats import gmean
|
|
|
|
data = pd.Series([1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9])
|
|
gmean(data[-5:])
|
|
gmean(data[-6:-1])
|
|
gmean(pd.concat(data[-4:], pd.Series([1.3])))
|
|
*/
|
|
func Test_GMA(t *testing.T) {
|
|
var randomPrices = []byte(`[1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9]`)
|
|
var input []fixedpoint.Value
|
|
if err := json.Unmarshal(randomPrices, &input); err != nil {
|
|
panic(err)
|
|
}
|
|
tests := []struct {
|
|
name string
|
|
kLines []types.KLine
|
|
want float64
|
|
next float64
|
|
update float64
|
|
updateResult float64
|
|
all int
|
|
}{
|
|
{
|
|
name: "test",
|
|
kLines: buildKLines(input),
|
|
want: 1.6940930229200213,
|
|
next: 1.5937204331251167,
|
|
update: 1.3,
|
|
updateResult: 1.6462950504034335,
|
|
all: 24,
|
|
},
|
|
}
|
|
for _, tt := range tests {
|
|
t.Run(tt.name, func(t *testing.T) {
|
|
gma := GMA{IntervalWindow: types.IntervalWindow{Window: 5}}
|
|
for _, k := range tt.kLines {
|
|
gma.PushK(k)
|
|
}
|
|
assert.InDelta(t, tt.want, gma.Last(0), Delta)
|
|
assert.InDelta(t, tt.next, gma.Index(1), Delta)
|
|
gma.Update(tt.update)
|
|
assert.InDelta(t, tt.updateResult, gma.Last(0), Delta)
|
|
assert.Equal(t, tt.all, gma.Length())
|
|
})
|
|
}
|
|
}
|